-70.5%
DOCU vs RCAT
+25.6%
-96.1%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -14.9% | +12.9% | -1.1% |
| 7D | -3.2% | -32.6% | +29.4% | -1.0% |
| 30D | +15.7% | -46.3% | +62.0% | +19.9% |
| 3M | +37.3% | -60.7% | +98.0% | +44.7% |
| 6M | +63.1% | -67.4% | +130.5% | +72.3% |
| YTD | +15.4% | -57.1% | +72.4% | +17.2% |
| 1Y | +11.3% | -63.8% | +75.1% | +14.0% |
| 3Y | +92.1% | +268.1% | -176.0% | +46.0% |
| 5Y | -70.5% | +25.2% | -95.7% | -75.3% |
| All | -70.5% | +25.6% | -96.1% | -75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RCAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling